I Dave, thank you for your opinion.
I took the test while the lights were on, and they didn't report any errors. I also drove the car until the lights turned on, then I turned off the car, bridge the two pins and still did not report any code (lights were still on after restart).
I noticed something after writing this post. During the night on the same day, I slammed twice the brakes and the lights didn't turn on and the ABS worked, which didn't happen before. Could it be because of the heat? Where I live that day were about 40 degrees outside. Maybe the pump has a problem when it's very hot. And yes, the two lights (parking brake light and ABS) turn on simultaneously ever time.